+124.3%
TDG vs LYB
-4.6%
+128.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -1.9% | +0.3% | -2.1% | -1.9% |
| 30D | -7.7% | +2.5% | -10.2% | -8.2% |
| 3M | -9.3% | +1.4% | -10.7% | -9.8% |
| 6M | -9.4% | -3.5% | -5.9% | -10.9% |
| YTD | -14.3% | +52.0% | -66.2% | -26.8% |
| 1Y | -11.8% | +22.1% | -33.9% | -19.7% |
| 3Y | +52.0% | -22.8% | +74.7% | +62.0% |
| All | +124.3% | -4.6% | +128.9% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LYB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling